PCA Index Dashboard Examples

This script was last run at 2024-03-12 22:49:09.611784+00:00 (UTC)
In US/Central Time, this is 2024-03-12 17:49:09.611784-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897800	-0.476537	0.085297	-0.006968	0.546091	0.254942
1997-01-03	-0.886092	-0.476537	-0.156467	0.008556	0.745650	0.205797
1997-01-06	-0.882189	-0.476537	-0.065054	-0.014730	0.778525	0.269723
1997-01-07	-0.882189	-0.455704	-0.130006	-0.045779	0.838145	0.383307
1997-01-08	-0.893897	-0.455704	-0.022956	-0.084590	0.786185	0.496500
...	...	...	...	...	...	...
2024-03-06	-0.815844	-1.528618	-0.713367	1.669670	1.123676	-0.203220
2024-03-07	-0.815844	-1.497368	-0.720584	1.809390	1.133000	-0.250780
2024-03-08	-0.819747	-1.476535	-0.684499	1.871488	1.023217	-0.227792
2024-03-11	-0.819747	-1.497368	-0.626765	1.871488	0.924916	-0.175476
2024-03-12	-0.819747	-1.507785	-0.626765	1.871488	0.919090	-0.175476

7185 rows × 6 columns

pc1

DATE
1997-01-02   -0.579695
1997-01-03   -0.685925
1997-01-06   -0.668801
1997-01-07   -0.705204
1997-01-08   -0.674846
                ...   
2024-03-06   -1.512263
2024-03-07   -1.532363
2024-03-08   -1.511498
2024-03-11   -1.487055
2024-03-12   -1.488680
Name: PC1, Length: 7185, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()